market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 49.37% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,316 CHF 6,329 CHF 100.00% 100.00%
19/11/2024 48.46% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 15,770 CHF 6,442 CHF 99.90% 99.90%
18/11/2024 42.77% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 18,620 CHF 7,155 CHF 99.89% 99.89%
15/11/2024 35.69% 0.02 CHF 0.03 CHF 1,000,000 250,000 1,000,000 250,000 23,229 CHF 8,307 CHF 100.00% 100.00%
14/11/2024 31.34% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 27,092 CHF 9,273 CHF 100.00% 100.00%
13/11/2024 33.27% 0.03 CHF 0.04 CHF 1,000,000 250,000 1,000,000 250,000 25,064 CHF 8,766 CHF 100.00% 100.00%
12/11/2024 25.85% 0.03 CHF 0.04 CHF 1,000,000 250,000 993,977 250,000 33,786 CHF 10,992 CHF 99.72% 99.72%
11/11/2024 24.22% 0.04 CHF 0.05 CHF 1,000,000 250,000 1,000,000 250,000 36,443 CHF 11,611 CHF 99.86% 99.86%
08/11/2024 21.51% 0.03 CHF 0.04 CHF 1,000,000 250,000 990,667 302,563 42,136 CHF 16,391 CHF 100.00% 100.00%
07/11/2024 22.04% 0.09 CHF 0.10 CHF 575,000 300,000 995,106 253,781 40,815 CHF 13,043 CHF 84.12% 84.12%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.